Anic Equity¶

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Total return since start: 0.573 %¶

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Equity now: -----------------------------> 48043.01 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46648.13 Kr¶

PnL: ---------------------------------------> -240.44 Kr¶

DD now: ---------------------------------> -1.207 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 15:20:23.750812'

Anic Portfolio¶

Today¶

Return: 1.072 %¶

This Week¶

Return: 1.072 %¶

Total¶

Return: 57.28 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 2.880000 2873.500000 237.500000 9.010000 2636.000010
Beijer Electronics Group 26 0.660000 3156.400000 185.400000 6.240000 2971.000006
Corem Property Group B 59 5.600000 679.090000 102.090000 17.690000 576.999999
Samhällsbyggnadsbo. i Norden B 20 5.460000 448.200000 93.200000 26.250000 355.000000
HMS Networks 2 1.350000 721.600000 48.600000 7.220000 673.000000
FM Mattsson Mora Group B 50 0.680000 2970.000000 43.000000 1.470000 2927.000000
Midsona B 63 2.870000 609.210000 26.210000 4.500000 582.999984
Fastighetsbolag. Emilshus Pref 21 4.670000 588.000000 26.000000 4.630000 562.000005
Nordea Bank Abp 29 0.870000 3479.420000 25.420000 0.740000 3453.999992
Boozt 12 0.500000 1678.800000 24.800000 1.500000 1653.999996
Samhällsbyggnadsbo. i Norden D 12 4.350000 270.480000 24.480000 9.950000 246.000000
OEM International B 7 2.740000 551.600000 23.600000 4.470000 527.999997
MedCap 2 4.720000 444.000000 23.000000 5.460000 421.000000
Coor Service Management Hold. 8 0.590000 549.200000 17.200000 3.230000 532.000000
Intrum 4 2.070000 543.400000 16.400000 3.110000 527.000000
Eastnine 4 -0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 0.290000 554.880000 11.880000 2.190000 543.000000
Resurs Holding 22 -0.230000 583.660000 9.660000 1.680000 573.999998
AcadeMedia 12 0.940000 566.640000 9.640000 1.730000 557.000004
Essity A 4 0.000000 1158.000000 9.000000 0.780000 1149.000000
Karnov Group 9 -1.630000 542.700000 6.700000 1.250000 536.000004
Essity B 2 0.490000 579.200000 5.200000 0.910000 574.000000
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Handelsbanken A 5 0.410000 548.000000 2.000000 0.370000 546.000000
Swedbank A 3 0.400000 563.250000 -0.750000 -0.130000 564.000000
Securitas B 6 0.810000 568.200000 -1.800000 -0.320000 570.000000
CTEK 13 2.660000 531.700000 -2.300000 -0.430000 533.999999
SAAB B 8 2.000000 3348.000000 -29.000000 -0.860000 3377.000000
International Petroleum Corp. 5 2.980000 536.000000 -58.570000 -9.850000 594.565215
Sampo Oyj SDB 7 0.740000 3790.500000 -59.500000 -1.550000 3850.000000
Vivesto 1368 2.560000 547.200000 -65.800000 -10.730000 612.999432
OX2 18 -1.700000 1508.400000 -155.600000 -9.350000 1663.999992
Axfood 13 0.660000 3578.900000 -177.100000 -4.720000 3756.000001
Ovzon 52 2.600000 3073.200000 -288.800000 -8.590000 3361.999992
Fasadgruppen Group 35 -1.210000 3423.000000 -388.000000 -10.180000 3810.999990
TOTAL 46648.130000 -240.440000 -1.20683% 46888.564618

Updated:¶

'2023-01-16 15:51:46.345291'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶